Modeling of non-stationary autoregressive alpha-stable processes by particle filters

Digital Signal Processing: A Review Journal

Volumn 18, Issue 3, 2008, Pages 465-478

  Gençaǧa, Deniz ^a   Ertüzün, Ayşin ^a   Kuruoǧlu, Ercan E ^b  

^a BOGAZICI UNIVERSITY   (Turkey)

^b ISTI CNR   (Italy)

Author keywords

Bayesian estimation techniques; Particle filtering; Skewed stable distributions; Time varying autoregressive processes

Indexed keywords

BAYESIAN NETWORKS; COMPUTER SIMULATION; CRAMER-RAO BOUNDS; PARAMETER ESTIMATION;

BAYESIAN ESTIMATION TECHNIQUES; PARTICLE FILTERING; TIME VARYING AUTOREGRESSIVE PROCESSES;

SIGNAL FILTERING AND PREDICTION;

EID: 42949097351     PISSN: 10512004     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dsp.2007.04.011     Document Type: Article

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